Preheat oven to 400 degrees F. Then spray a sheet pan with a nonstick spray, and set aside.
Fill a large pot with water, season with salt then add the potatoes, and thyme sprigs. Cover and bring to a boil, then reduce to a simmer and cook about 8-10 minutes or until tender. Potatoes should be firm. Add corn and cook for 3-5 minutes. Drain water.
In a small pan, combine butter, Creole seasoning, garlic, and thyme. You may also add onions. On medium-low heat, saute them for 30-60 seconds and remove them from heat.
Add the Creole butter sauce to the shrimp, potatoes, and corn and give it a stir until everything is evenly coated.
Line all the ingredients in a single layer on a baking sheet and add the Andouille sausages as well.
Sprinkle with salt, pepper, and Creole Seasoning.
Bake for about 12-15 minutes, or until shrimp is pink and cooked through.
Garnish with sliced lemon and chopped cilantro. Serve with Creole butter sauce on the side.